R Graphical Manual

Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 10 of 14 found.
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LSTS-package (Package: LSTS) :

This package has a set of functions that allows stationary analysis and locally stationary time series analysis.

● Data Source: CranContrib
● Keywords: package
● Alias: LSTS, LSTS-package
● 7 images

ts.diag (Package: LSTS) :

Plot time-series diagnostics.

● Data Source: CranContrib
● Keywords: acf, diagnostic, ljung, residuals, timeseries
● Alias: ts.diag
● 2 images

LS.whittle.loglik.sd (Package: LSTS) :

This function calculates log-likelihood with known θ, through LS.whittle.loglik function.

● Data Source: CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik.sd
● 0 images

LS.whittle.loglik (Package: LSTS) :

This function computes Whittle estimator for LS-ARMA and LS-ARFIMA models, in data with mean zero. If mean is not zero, then it is subtracted to data.

● Data Source: CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik, loglik
● 0 images

LS.whittle.loglik.theta (Package: LSTS) :

Calculate the log-likelihood with σ known, through LS.whittle.loglik function.

● Data Source: CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle.loglik.theta
● 0 images

fdensity (Package: LSTS) :

Returns theoretical spectral density evaluated in ARMA and ARFIMA processes.

● Data Source: CranContrib
● Keywords: density, spectral, timeseries
● Alias: fdensity, spectral
● 4 images

Box.Ljung.Test (Package: LSTS) :

Returns plot of the p-values Ljung-Box test.

● Data Source: CranContrib
● Keywords: Box, Ljung, timeseries
● Alias: Box.Ljung.Test
● 2 images

block.smooth.periodogram (Package: LSTS) :

Plot in 3D the smoothing periodogram of a time series, by blocks or windows.

● Data Source: CranContrib
● Keywords: Fourier, smooth, timeseries
● Alias: block.smooth.periodogram
● 11 images

smooth.periodogram (Package: LSTS) :

This function returns the smoothing periodogram of a stationary time serie, its plot and its Fourier frequency.

● Data Source: CranContrib
● Keywords: Fourier, periodogram, smooth, timeseries
● Alias: smooth.periodogram
● 3 images

LS.whittle (Package: LSTS) :

This function computes Whittle estimator to LS-ARMA and LS-ARFIMA models.

● Data Source: CranContrib
● Keywords: estimator, loglik, timeseries, whittle
● Alias: LS.whittle, estimator, whittle
● 0 images